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A Price-Differentiation Model of the Interbank Market and Its Application to a Financial Crisis. (2017). Kim, Kyungmin.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2017-65.

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  10. Furfine, Craig H. (1999) “The Microstructure of the Federal Funds Market,” Financial Markets, Institutions & Instruments, Vol. 8, pp. 24–44.
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  11. Gofman, Michael (2013) “Efficiency and Stability of a Financial Architecture with TooInterconnected -to-Fail Institutions,” Working Paper.
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  12. Kamien, Morton I. and Nancy L. Schwartz (1991) Dynamic Optimization: The Calculus of Variations and Optimal Control in Economics and Management, 2nd Ed., Amsterdam, The Netherlands: Elsevier Science Publishers B. V.
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  13. Sokolov, Andrey, Rachel Webster, Andrew Melatos, and Tien Kieu (2012) “Loan and Nonloan Flows in the Australian Interbank Network,” Physica A, Vol. 391, pp. 2867–2882.

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